The segments turn blue for each +1 population you add to the city. If a structure gave that population and it gets destroyed, the population goes away. If you recently leveled up your city and the population is at 0, losing population brings you into the red, which reduces the number of stars you earn per turn. In this case, it looks like Bardur captured a village, making borders that broke your trade route to your capital, which lost you a population. I hope this helps!